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<FONT color=#000080
size=2>Ken,
IMHO, the ExRem
should be included in the code. Else it will start a buy on the startdate
of your backtest when in reality that buy should have been taken days priorto
the start date. So that first buy would not reflect actual trade
results.
<FONT color=#000080
size=2>
<FONT face="VladimirScript"
color=#000080 size=5>Rick
<FONT face=Tahoma
size=2>-----Original Message-----From: Ken Close
[mailto:closeks@xxxx]Sent: Wednesday, April 24, 2002 5:38
PMTo: AmiBroker ListSubject: [amibroker] ExRem Doesnot
take the first tradeHello:Many of you will
know this but lots of the newcomers may not. Plus I
needadvice.If you use the Buy=ExRem(Buy,Sell);Sell=ExRm(Sell,Buy);
statements in yourcode, you will get, in some or perhaps all cases, lower
returns because withthem it does not take the first trade in your time
period. Without them itdoes take the first trade. The attached gif
shows this for one stock withand without. The trade list on theleft
is without the ExRem statements.My question is: what is the best (or
accepted) practice? Should you leavethe ExRem statement out or put
it in? Why for either case? What is thelogic? I have
always included it because I did not want to be confused withextra buy
arrows or sell arrows (how to know which is the right one)? Butis
this a good enough reason??Any comments or
advice?KenYour
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